CME Japanese Yen Future June 2017
| Trading Metrics calculated at close of trading on 03-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8957 |
0.8942 |
-0.0015 |
-0.2% |
0.9090 |
| High |
0.8961 |
0.8946 |
-0.0015 |
-0.2% |
0.9144 |
| Low |
0.8918 |
0.8881 |
-0.0037 |
-0.4% |
0.8964 |
| Close |
0.8943 |
0.8894 |
-0.0049 |
-0.5% |
0.8994 |
| Range |
0.0043 |
0.0065 |
0.0023 |
52.9% |
0.0181 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
115,237 |
121,119 |
5,882 |
5.1% |
817,289 |
|
| Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9102 |
0.9063 |
0.8930 |
|
| R3 |
0.9037 |
0.8998 |
0.8912 |
|
| R2 |
0.8972 |
0.8972 |
0.8906 |
|
| R1 |
0.8933 |
0.8933 |
0.8900 |
0.8920 |
| PP |
0.8907 |
0.8907 |
0.8907 |
0.8901 |
| S1 |
0.8868 |
0.8868 |
0.8888 |
0.8855 |
| S2 |
0.8842 |
0.8842 |
0.8882 |
|
| S3 |
0.8777 |
0.8803 |
0.8876 |
|
| S4 |
0.8712 |
0.8738 |
0.8858 |
|
|
| Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9575 |
0.9465 |
0.9093 |
|
| R3 |
0.9395 |
0.9285 |
0.9044 |
|
| R2 |
0.9214 |
0.9214 |
0.9027 |
|
| R1 |
0.9104 |
0.9104 |
0.9011 |
0.9069 |
| PP |
0.9034 |
0.9034 |
0.9034 |
0.9016 |
| S1 |
0.8924 |
0.8924 |
0.8977 |
0.8889 |
| S2 |
0.8853 |
0.8853 |
0.8961 |
|
| S3 |
0.8673 |
0.8743 |
0.8944 |
|
| S4 |
0.8492 |
0.8563 |
0.8895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9023 |
0.8881 |
0.0142 |
1.6% |
0.0053 |
0.6% |
9% |
False |
True |
119,903 |
| 10 |
0.9218 |
0.8881 |
0.0337 |
3.8% |
0.0064 |
0.7% |
4% |
False |
True |
140,616 |
| 20 |
0.9271 |
0.8881 |
0.0390 |
4.4% |
0.0071 |
0.8% |
3% |
False |
True |
151,448 |
| 40 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0070 |
0.8% |
35% |
False |
False |
147,740 |
| 60 |
0.9271 |
0.8695 |
0.0577 |
6.5% |
0.0072 |
0.8% |
35% |
False |
False |
101,052 |
| 80 |
0.9271 |
0.8573 |
0.0699 |
7.9% |
0.0082 |
0.9% |
46% |
False |
False |
75,982 |
| 100 |
0.9271 |
0.8497 |
0.0775 |
8.7% |
0.0081 |
0.9% |
51% |
False |
False |
60,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9116 |
|
1.618 |
0.9051 |
|
1.000 |
0.9011 |
|
0.618 |
0.8986 |
|
HIGH |
0.8946 |
|
0.618 |
0.8921 |
|
0.500 |
0.8914 |
|
0.382 |
0.8906 |
|
LOW |
0.8881 |
|
0.618 |
0.8841 |
|
1.000 |
0.8816 |
|
1.618 |
0.8776 |
|
2.618 |
0.8711 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 03-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8914 |
0.8944 |
| PP |
0.8907 |
0.8927 |
| S1 |
0.8901 |
0.8911 |
|